+369.2%
PH vs JAAA
+29.3%
+339.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.4% |
| 7D | -3.1% | +0.2% | -3.2% | -3.6% |
| 30D | -3.2% | +0.5% | -3.8% | -4.7% |
| 3M | +10.6% | +1.3% | +9.3% | +6.6% |
| 6M | -2.1% | +2.7% | -4.8% | -9.3% |
| YTD | +10.2% | +3.2% | +7.0% | +0.7% |
| 1Y | +28.2% | +4.9% | +23.3% | +11.7% |
| 3Y | +134.9% | +19.0% | +115.9% | +63.2% |
| 5Y | +253.6% | +26.8% | +226.8% | +121.6% |
| All | +369.2% | +29.3% | +339.9% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling